The Arena Group Holdings Inc (AREN)
0.65
-0.05
(-7.34%)
USD |
NYAM |
Nov 04, 16:00
0.62
-0.03
(-4.62%)
After-Hours: 20:00
Arena Group Holdings Max Drawdown (5Y): 97.16% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 97.16% |
| August 31, 2024 | 97.16% |
| July 31, 2024 | 97.16% |
| June 30, 2024 | 97.16% |
| May 31, 2024 | 97.16% |
| April 30, 2024 | 97.16% |
| March 31, 2024 | 96.22% |
| February 29, 2024 | 96.22% |
| January 31, 2024 | 96.22% |
| December 31, 2023 | 91.18% |
| November 30, 2023 | 91.18% |
| October 31, 2023 | 85.05% |
| September 30, 2023 | 89.56% |
| August 31, 2023 | 89.56% |
| July 31, 2023 | 89.56% |
| June 30, 2023 | 89.56% |
| May 31, 2023 | 89.56% |
| April 30, 2023 | 89.56% |
| March 31, 2023 | 89.56% |
| February 28, 2023 | 89.56% |
| January 31, 2023 | 89.56% |
| December 31, 2022 | 89.56% |
| November 30, 2022 | 89.56% |
| October 31, 2022 | 89.56% |
| September 30, 2022 | 89.56% |
| Date | Value |
|---|---|
| August 31, 2022 | 89.56% |
| July 31, 2022 | 89.56% |
| June 30, 2022 | 89.56% |
| May 31, 2022 | 89.56% |
| April 30, 2022 | 89.56% |
| March 31, 2022 | 89.56% |
| February 28, 2022 | 89.56% |
| January 31, 2022 | 89.56% |
| December 31, 2021 | 89.56% |
| November 30, 2021 | 89.56% |
| October 31, 2021 | 89.56% |
| September 30, 2021 | 89.56% |
| August 31, 2021 | 89.56% |
| July 31, 2021 | 89.56% |
| June 30, 2021 | 89.56% |
| May 31, 2021 | 89.56% |
| April 30, 2021 | 89.56% |
| March 31, 2021 | 89.56% |
| February 28, 2021 | 89.56% |
| January 31, 2021 | 89.56% |
| December 31, 2020 | 89.56% |
| November 30, 2020 | 89.56% |
| October 31, 2020 | 89.56% |
| September 30, 2020 | 89.56% |
| August 31, 2020 | 89.56% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
85.05%
Minimum
Oct 2023
97.16%
Maximum
Apr 2024
90.65%
Average
89.56%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| TechTarget Inc | 79.05% |
| Zillow Group Inc | 86.74% |
| Digital Ally Inc | 99.25% |
| Alphabet Inc | 44.32% |
| TrueCar Inc | 90.75% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -50.20 |
| Beta (5Y) | 0.0522 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 80.84% |
| Historical Sharpe Ratio (5Y) | -0.6122 |
| Historical Sortino (5Y) | -0.967 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.09% |